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QURE vs. BLOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QURE vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in uniQure N.V. (QURE) and Amplify Blockchain Technology ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QURE achieves a 15.21% return, which is significantly higher than BLOK's 12.57% return.


QURE

1D
2.80%
1M
-5.49%
YTD
15.21%
6M
41.31%
1Y
72.42%
3Y*
10.96%
5Y*
-5.23%
10Y*
11.46%

BLOK

1D
1.33%
1M
-0.28%
YTD
12.57%
6M
5.60%
1Y
24.42%
3Y*
50.68%
5Y*
11.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QURE vs. BLOK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QURE
uniQure N.V.
15.21%35.50%160.86%-70.14%9.31%-42.60%-49.58%148.65%68.54%
BLOK
Amplify Blockchain Technology ETF
12.57%32.64%53.12%99.62%-62.36%30.76%90.17%29.54%-25.38%

Correlation

The correlation between QURE and BLOK is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

0.35

The correlation between QURE and BLOK shifts across timeframes, from 0.21 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QURE vs. BLOK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QURE
QURE Risk / Return Rank: 7070
Overall Rank
QURE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QURE Sortino Ratio Rank: 8989
Sortino Ratio Rank
QURE Omega Ratio Rank: 9292
Omega Ratio Rank
QURE Calmar Ratio Rank: 6161
Calmar Ratio Rank
QURE Martin Ratio Rank: 5757
Martin Ratio Rank

BLOK
BLOK Risk / Return Rank: 2020
Overall Rank
BLOK Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2222
Omega Ratio Rank
BLOK Calmar Ratio Rank: 1919
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QURE vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for uniQure N.V. (QURE) and Amplify Blockchain Technology ETF (BLOK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QUREBLOKDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.45

1.13

+0.32

Calmar ratioReturn relative to maximum drawdown

0.83

0.69

+0.15

Martin ratioReturn relative to average drawdown

1.35

1.49

-0.14

QURE vs. BLOK - Sharpe Ratio Comparison

The current QURE Sharpe Ratio is 0.27, which is lower than the BLOK Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of QURE and BLOK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QURE vs. BLOK - Drawdown Comparison

The maximum QURE drawdown since its inception was -95.40%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for QURE and BLOK.


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Drawdown Indicators


QUREBLOKDifference

Max Drawdown

Largest peak-to-trough decline

-95.40%

-73.33%

-22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-87.21%

-35.64%

-51.57%

Max Drawdown (3Y)

Largest decline over 3 years

-87.21%

-35.64%

-51.57%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

-73.33%

-16.78%

Max Drawdown (10Y)

Largest decline over 10 years

-95.40%

Current Drawdown

Current decline from peak

-66.46%

-12.97%

-53.49%

Average Drawdown

Average peak-to-trough decline

-56.61%

-26.03%

-30.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.75%

16.41%

+37.34%

Volatility

QURE vs. BLOK - Volatility Comparison

uniQure N.V. (QURE) has a higher volatility of 24.13% compared to Amplify Blockchain Technology ETF (BLOK) at 13.34%. This indicates that QURE's price experiences larger fluctuations and is considered to be riskier than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUREBLOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.13%

13.34%

+10.79%

Volatility (6M)

Calculated over the trailing 6-month period

92.07%

30.02%

+62.05%

Volatility (1Y)

Calculated over the trailing 1-year period

273.03%

39.18%

+233.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

154.02%

42.53%

+111.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.76%

39.05%

+80.71%

Dividends

QURE vs. BLOK - Dividend Comparison

QURE has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 0.64%.


PositionTTM20252024202320222021202020192018
BLOK
Amplify Blockchain Technology ETF
0.64%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
QURE
uniQure N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QURE and BLOK have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QURE has higher volatility (24.13%) compared to BLOK (13.34%). In terms of maximum drawdown, QURE dropped -95.40% vs BLOK's -73.33%.

BLOK currently has the higher Sharpe Ratio (0.63 vs 0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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